+221.3%
ROIV vs PHM
-13.4%
+234.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.5% | +22.3% | +19.3% |
| 7D | +20.2% | -2.5% | +22.6% | +20.4% |
| 30D | +14.1% | -9.7% | +23.8% | +16.2% |
| 3M | +45.6% | +2.2% | +43.4% | +43.1% |
| 6M | +44.1% | -5.7% | +49.8% | +42.0% |
| YTD | +91.2% | +2.8% | +88.3% | +86.7% |
| 1Y | +221.3% | -14.4% | +235.7% | +230.2% |
| All | +221.3% | -13.4% | +234.7% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling